+16.4%
FSLR vs PSKY
-12.8%
+29.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +6.8% | +2.4% | +4.4% | +6.6% |
| 30D | -14.7% | +17.5% | -32.2% | -16.0% |
| 3M | -22.6% | +4.4% | -27.0% | -23.0% |
| 6M | +12.7% | -9.0% | +21.7% | +13.1% |
| YTD | -18.4% | -18.6% | +0.2% | -17.4% |
| 1Y | +4.9% | -27.7% | +32.7% | +6.9% |
| 3Y | +16.4% | -16.9% | +33.3% | +16.6% |
| All | +16.4% | -12.8% | +29.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling